ZhangCTEEstimator#
- class infomeasure.estimators.transfer_entropy.ZhangCTEEstimator(source, dest, *, cond=None, prop_time: int = 0, step_size: int = 1, src_hist_len: int = 1, dest_hist_len: int = 1, cond_hist_len: int = 1, offset: int = None, base: int | float | str = 'e', **kwargs)[source]
Bases:
BaseZhangTEEstimator,ConditionalTransferEntropyEstimatorEstimator for the Zhang conditional transfer entropy.
Zhang conditional transfer entropy estimator using the entropy combination formula.
- Attributes:
- source, dest, condarray_like
The source (X), destination (Y), and conditional (Z) data used to estimate the conditional transfer entropy.
- step_size
int Step size between elements for the state space reconstruction.
- src_hist_len, dest_hist_len, cond_hist_len
int Number of past observations to consider for the source, destination, and conditional data.
See also
infomeasure.estimators.entropy.zhang.ZhangEntropyEstimatorZhang entropy estimator.
Notes
This estimator uses the Zhang entropy estimator to compute conditional transfer entropy through the entropy combination formula.
Note that the entropy combination formula is used (_generic_cte_from_entropy) not a dedicated implementation as other TE might have.